It is known practice, for receiving these signals, while removing the influence of the sources of interference, to compute an covariance matrix of the received signals and then to determine, by using space-time adaptive algorithms, the coefficient values of finite impulse response filters making it possible to remove the influences of the sources of interference. This determination of the coefficients is carried out on the basis of the covariance matrix. In order to improve the conditioning of the computation of these various coefficients, it is known practice to add to the diagonal of the covariance matrix one or more constant coefficients, respectively associated with each element of the diagonal. However, these constant coefficients do not allow an adaptation to the environmental conditions of the system and to the evolution of the various constraints of the system. In particular, there is no adaptation either to the power of the thermal noise or to the power of the sources of interference. The known solution does not provide optimal performance because it does not allow adaptation to the various conditions of reception of the satellite signals.